+2,650.1%
TSLA vs JCI
+338.7%
+2,311.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.3% |
| 7D | -3.4% | +0.4% | -3.8% | -3.7% |
| 30D | +9.2% | -7.7% | +17.0% | +14.3% |
| 3M | -4.7% | +2.8% | -7.5% | -6.7% |
| 6M | -8.9% | +7.2% | -16.2% | -13.6% |
| YTD | -19.2% | +20.0% | -39.1% | -29.0% |
| 1Y | +4.5% | +33.3% | -28.7% | -14.3% |
| 3Y | +46.3% | +161.3% | -115.0% | -19.1% |
| 5Y | +48.1% | +108.8% | -60.6% | -10.2% |
| All | +2,650.1% | +338.7% | +2,311.4% | +945.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded JCI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling